Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state (Q1324030)
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scientific article; zbMATH DE number 584228
| Language | Label | Description | Also known as |
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| English | Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state |
scientific article; zbMATH DE number 584228 |
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Algorithm for real-time optimization of incompletely determined linear control systems. I: Indefinite initial state (English)
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24 July 1994
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The authors treat an optimal control problem for a linear time-invariant system with state constraints in which the initial state is unknown but assumed random with a known distribution. Information about the system is provided by an observation consisting of a linear transformation of the state corrupted by noise. An algorithm for constructing the feedback controller based on nonlinear programming techniques is developed. An illustrative example is provided.
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optimal control
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linear time-invariant system
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nonlinear programming
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